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A subset $F$ of a topological space $(X,\tau )$ is closed when its complement in that same ambient space is open: $X\setminus F\in \tau$. For example, the closed interval $[0,1]$ is closed in the usual real line because its complement is the open set $(-\infty ,0)\cup (1,\infty )$. Always specify the ambient topological space: a subset can be closed in a subspace topology without being closed in the surrounding space. ^[ref]

Being closed is not the logical negation of being open. In the usual real line, all four combinations occur: $(0,1)$ is open but not closed; $[0,1]$ is closed but not open; the half-open interval $[0,1)$ is neither open nor closed; and both the empty set and the whole real line are open and closed, hence clopen. Nor does being closed imply being a bounded set: $[0,\infty )$ is closed because its complement $(-\infty ,0)$ is open, but it is not a bounded set. The symbol $\infty$ is not an extra point that this interval must contain.

The coloured strokes mark membership; filled endpoint circles mean included points, and hollow endpoint circles mean excluded points. The empty set has no coloured points, while arrows at both ends of the coloured real line indicate that membership continues indefinitely. These examples use the usual topology of the real line.

In a metric space $X$, a subset $F$ is closed exactly when every convergent sequence $(x_n)$ in $F$ whose limit of a sequence $x$ lies in $X$ has $x\in F$. For example, $x_n=1-1/n$ lies in $[0,1)$ for $n\ge 1$ and has limit of a sequence $1$, which is missing; thus this half-open interval is not closed in the real line. This criterion is useful for keeping limiting constructions inside a prescribed set. ^[ref]

In every topological space, the general criterion is $F=\overline{F}$, using closure; equivalently, $F$ contains all its limit points. A closed set is always a sequentially closed set, but the converse can fail outside metric spaces. Arbitrary intersections and finite unions of closed sets are closed, by taking complements in the topology axioms.

The epigraph is $\{(u,t):E(u)\le t\}$. It is a convex set exactly when $E$ is a convex function, and is a sequentially closed set in the product topology exactly when $E$ is sequentially lower semicontinuous.

The epigraph isAssume $E$ is $\tau$-sequentially lower semicontinuous. If $(u_n,t_n)$ lies in the epigraph and converges to $(u,t)$ in the product topology, thenThe limit remains in the epigraph, so it is a sequentially closed set.

Conversely, suppose the epigraph is a sequentially closed set and sequential lower semicontinuity fails along $u_n\stackrel{\tau }{\to }u$. Choose a finite real number $a$ with $\mathrm{liminf}E(u_n)<a<E(u)$. There is a subsequence along which $E(u_{n_j})\le a$. Thus $(u_{n_j},a)$ lies in the epigraph and converges to $(u,a)$, which does not lie there. This contradiction provesThis is a sequential statement; identifying it with ordinary closedness requires an appropriate assumption on the topology.

A sequentially closed set is one that contains every limit of its convergent sequences. This is weaker than being a closed set in a general topological space, but the two conditions agree in metric spaces.

A sublevel set consists of points whose objective value is at most a chosen threshold. Coercivity makes finite sublevel sets bounded, while sequential lower semicontinuity makes them sequentially closed sets in the selected topology.